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Nonlinear dynamics of interest rate and inflation
Lanne, Markku - In: Journal of applied econometrics 21 (2006) 8, pp. 1157-1168
Persistent link: https://www.econbiz.de/10003406261
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Money demand function estimation by nonlinear cointegration
Bae, Youngsoo; Jong, Robert M. de - In: Journal of applied econometrics 22 (2007) 4, pp. 767-793
Persistent link: https://www.econbiz.de/10003550506
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The environmental Kuznets curve, cointegration and nonlinearity
Wagner, Martin - In: Journal of applied econometrics 30 (2015) 6, pp. 948-967
Persistent link: https://www.econbiz.de/10011431676
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.; Haug, Alfred Albert; Michelis, Leo - In: Journal of applied econometrics 14 (1999) 5, pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
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Codependence in cointegrated autoregressive models
Schleicher, Christoph - In: Journal of applied econometrics 22 (2007) 1, pp. 137-159
Persistent link: https://www.econbiz.de/10003448515
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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina; Assenmacher, Katrin - In: Journal of applied econometrics 32 (2017) 6, pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki - In: Journal of applied econometrics 14 (1999) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
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A general test for time dependence in parameters
Becker, Ralf; Enders, Walter; Hurn, Stan - In: Journal of applied econometrics 19 (2004) 7, pp. 899-906
Persistent link: https://www.econbiz.de/10002467876